Mark McDonald

Economics and Econometrics · 2010

A researcher in the Science corpus: 1 paper; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 44 citations into it; #21,369 of 23,481 by trust here, #17,969 by citations
• Finance — 40 citations into it; #9,676 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 7 citations into it

Whom Mark McDonald trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jean-Philippe Bouchaud
2. Rama Cont
3. Marc Potters
4. Jan Beran
5. J. D. Farmer
6. Anirban Chakraborti

Who trusts Mark McDonald overall

1. Matthias Kirchner

Papers from Mark McDonald's perspective

Ordered by how strongly the researchers Mark McDonald trusts endorse each paper. Same corpus, a different order for every researcher.

1. Statistical properties of stock order books: empirical results and models
2. The Long Memory of the Efficient Market
3. More Statistical Properties of Order Books and Price Impact
4. The power of patience: a behavioural regularity in limit-order placement
5. Statistics for long-memory processes
6. Statistical theory of the continuous double auction
7. Limit order book as a market for liquidity
8. How Markets Slowly Digest Changes in Supply and Demand
9. Empirical properties of asset returns: stylized facts and statistical issues
10. The economy needs agent-based modelling (Nature)

Their papers

• Limit order books (2010) — 424 citations